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Title Details:
Model specification and data issues
Authors: Panagiotidis, Theodore
Bampinas, Georgios
Description:
Abstract:
In this chapter, we will illustrate the consequences when one of the "correct model specification" assumptions is not met. We start this chapter with the definition of "correct identification" and then for each component of the definition we conduct the corresponding detection tests, propose corrective measures and present corresponding examples. In all examples, the use of the statistical/econometric program Gretl is used.
Linguistic Editors: Kolla, Eleni
Graphic Editors: Kaitsa, Elena-Natasa
Type: Chapter
Creation Date: 04-03-2025
Item Details:
License: Attribution – NonCommercial – NoDerivatives 4.0 International (CC BY-NC-ND 4.0)
Handle http://hdl.handle.net/11419/14567
Bibliographic Reference: Panagiotidis, T., & Bampinas, G. (2025). Model specification and data issues [Chapter]. In Panagiotidis, T., & Bampinas, G. 2025. Econometric analysis by examples [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/14567
Language: Greek
Is Part of: Econometric analysis by examples
Publication Origin: Kallipos, Open Academic Editions